+1,457.0%
CRWD vs F
+79.6%
+1,377.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.1% |
| 7D | -7.7% | +1.0% | -8.7% | -7.9% |
| 30D | -17.9% | +2.1% | -20.0% | -18.5% |
| 3M | +0.3% | -10.3% | +10.5% | +2.5% |
| 6M | +71.1% | +3.3% | +67.8% | +67.6% |
| YTD | +92.6% | -2.0% | +94.6% | +90.1% |
| 1Y | +62.0% | -2.3% | +64.3% | +59.9% |
| 3Y | +360.0% | +49.9% | +310.1% | +291.8% |
| 5Y | +220.7% | -12.5% | +233.2% | +197.4% |
| All | +1,457.0% | +79.6% | +1,377.4% | +967.6% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded F wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling